Linear program-based policies for restless bandits: Necessary and sufficient conditions for (exponentially fast) asymptotic optimality N Gast, B Gaujal, C Yan Mathematics of Operations Research 49 (4), 2468-2491, 2024 | 23 | 2024 |
Exponential asymptotic optimality of Whittle index policy N Gast, B Gaujal, C Yan Queueing Systems 104 (1), 107-150, 2023 | 12 | 2023 |
Exponential convergence rate for the asymptotic optimality of whittle index policy N Gast, B Gaujal, C Yan arXiv preprint arXiv:2012.09064, 2020 | 11 | 2020 |
The LP-update policy for weakly coupled Markov decision processes N Gast, B Gaujal, C Yan arXiv preprint arXiv:2211.01961, 2022 | 8 | 2022 |
Reoptimization Nearly Solves Weakly Coupled Markov Decision Processes N Gast, B Gaujal, C Yan | 4 | 2024 |
An optimal-control approach to infinite-horizon restless bandits: Achieving asymptotic optimality with minimal assumptions C Yan arXiv preprint arXiv:2403.11913, 2024 | 4 | 2024 |
Certainty Equivalence Control-Based Heuristics in Multi-Stage Convex Stochastic Optimization Problems C Yan, A Reiffers-Masson arXiv preprint arXiv:2308.13166, 2023 | 1 | 2023 |
Achieving O (1/N) Optimality Gap in Restless Bandits through Diffusion Approximation C Yan, W Wang, L Ying arXiv preprint arXiv:2410.15003, 2024 | | 2024 |
Analysis of variability in extremes with application in clustering of extreme events AUC Chen Yan, Stéphane Girard, Thomas Opitz EVA 2023-13th International Conference on Extreme Value Analysis …, 2023 | | 2023 |
Analysis of variability in extremes S Girard, T Opitz, A Usseglio-Carleve, C Yan Journée" Evénements extrêmes et risques", 2023 | | 2023 |
(Close to) Optimal Policies for Finite Horizon Restless Bandits N Gast, B Gaujal, C Yan | | 2021 |